+98.5%
MTZ vs MSFU
+97.0%
+1.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.4% | +2.2% | -3.9% |
| 7D | -10.6% | +1.0% | -11.7% | -11.3% |
| 30D | -30.4% | +0.6% | -31.0% | -30.9% |
| 3M | -40.4% | +16.4% | -56.8% | -42.8% |
| 6M | -63.7% | +53.0% | -116.7% | -67.9% |
| YTD | -26.9% | +3.5% | -30.4% | -29.3% |
| 1Y | -20.2% | -7.8% | -12.3% | -19.9% |
| 3Y | +208.1% | +35.6% | +172.6% | +160.7% |
| All | +98.5% | +97.0% | +1.5% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling